+186.6%
DLR vs AWK
+152.1%
+34.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | +5.0% | -3.2% | +8.2% | +6.6% |
| 30D | +3.0% | +13.5% | -10.5% | -3.5% |
| 3M | -6.3% | +9.4% | -15.6% | -10.8% |
| 6M | -4.8% | +16.4% | -21.1% | -12.7% |
| YTD | +21.0% | +15.4% | +5.6% | +10.5% |
| 1Y | +15.1% | +16.8% | -1.7% | +4.2% |
| 3Y | +56.0% | +28.6% | +27.4% | +27.1% |
| 5Y | +39.1% | -4.1% | +43.2% | +35.2% |
| All | +186.6% | +152.1% | +34.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling